Opening range breakout

How often the RTH session broke and held beyond the opening range, for 5/15/30-minute ranges, on days matching the selected filters.

Opening range breakout — 15 min

Weekday: Friday

Noise

RTH broke both sides of the opening range on

50.2%of 795 matching days · 95% CI 46.7%53.7%

Base rate

53.1%

n 4,013

Lift

−2.9 pp

vs base rate

Matching days

795

sample size

Every outcome of this report

By weekday

Select a weekday to condition the whole report on it; select it again to clear.

Evidence

Sample split

In sample 2010–202250.6% n 620
Out of sample 2023–present48.6% n 175

By regime

Regime era · Pre-202051.5% n 474
Regime era · Covid 202051.1% n 47
Regime era · Post-202047.8% n 274
Trend / chop · Trend53.2% n 284
Trend / chop · Chop48.5% n 507

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0916
2010-1021
2010-1124
2010-1228
2011-0156.3%32
2011-0258.3%36
2011-0352.5%40
2011-0454.5%44
2011-0556.3%48
2011-0653.1%49
2011-0759.2%49
2011-0859.2%49
2011-0964.0%50
2011-1065.3%49
2011-1163.3%49
2011-1264.0%50
2012-0162.0%50
2012-0262.0%50
2012-0364.0%50
2012-0464.0%50
2012-0560.0%50
2012-0662.0%50
2012-0754.0%50
2012-0852.9%51
2012-0946.0%50
2012-1046.0%50
2012-1143.1%51
2012-1242.0%50
2013-0142.0%50
2013-0242.0%50
2013-0340.8%49
2013-0438.0%50
2013-0541.2%51
2013-0642.0%50
2013-0748.0%50
2013-0846.0%50
2013-0950.0%50
2013-1046.0%50
2013-1148.0%50
2013-1246.0%50
2014-0143.1%51
2014-0245.1%51
2014-0347.1%51
2014-0448.0%50
2014-0548.0%50
2014-0649.0%49
2014-0750.0%48
2014-0856.3%48
2014-0956.3%48
2014-1057.1%49
2014-1156.3%48
2014-1256.3%48
2015-0160.4%48
2015-0256.3%48
2015-0360.4%48
2015-0462.5%48
2015-0556.3%48
2015-0655.1%49
2015-0750.0%50
2015-0849.0%49
2015-0951.0%49
2015-1055.1%49
2015-1155.1%49
2015-1256.3%48
2016-0155.3%47
2016-0253.2%47
2016-0352.2%46
2016-0451.1%47
2016-0555.3%47
2016-0655.3%47
2016-0754.2%48
2016-0850.0%48
2016-0949.0%49
2016-1045.8%48
2016-1145.8%48
2016-1244.0%50
2017-0140.0%50
2017-0242.0%50
2017-0342.3%52
2017-0444.0%50
2017-0544.0%50
2017-0647.1%51
2017-0750.0%50
2017-0854.0%50
2017-0954.0%50
2017-1052.0%50
2017-1154.0%50
2017-1254.0%50
2018-0154.0%50
2018-0256.0%50
2018-0353.1%49
2018-0450.0%50
2018-0550.0%50
2018-0648.0%50
2018-0748.0%50
2018-0847.1%51
2018-0946.0%50
2018-1052.0%50
2018-1147.1%51
2018-1252.0%50
2019-0156.0%50
2019-0254.0%50
2019-0354.9%51
2019-0458.0%50
2019-0560.8%51
2019-0656.0%50
2019-0756.0%50
2019-0850.0%50
2019-0950.0%50
2019-1046.0%50
2019-1152.0%50
2019-1248.0%50
2020-0147.1%51
2020-0244.9%49
2020-0349.0%49
2020-0446.9%49
2020-0542.9%49
2020-0646.9%49
2020-0746.9%49
2020-0850.0%48
2020-0947.9%48
2020-1047.9%48
2020-1150.0%48
2020-1251.1%47
2021-0154.3%46
2021-0255.3%47
2021-0355.3%47
2021-0456.3%48
2021-0555.3%47
2021-0653.2%47
2021-0747.9%48
2021-0845.8%48
2021-0943.8%48
2021-1043.8%48
2021-1139.6%48
2021-1240.8%49
2022-0140.8%49
2022-0242.9%49
2022-0336.7%49
2022-0436.7%49
2022-0536.7%49
2022-0638.8%49
2022-0746.9%49
2022-0849.0%49
2022-0954.0%50
2022-1049.0%49
2022-1149.0%49
2022-1252.0%50
2023-0150.0%50
2023-0246.0%50
2023-0349.0%51
2023-0450.0%50
2023-0548.0%50
2023-0647.1%51
2023-0744.0%50
2023-0848.0%50
2023-0948.0%50
2023-1052.0%50
2023-1152.0%50
2023-1252.0%50
2024-0154.0%50
2024-0252.0%50
2024-0351.0%49
2024-0450.0%50
2024-0556.9%51
2024-0658.0%50
2024-0758.0%50
2024-0856.0%50
2024-0952.0%50
2024-1052.0%50
2024-1152.0%50
2024-1250.0%50
2025-0151.0%51
2025-0251.0%51
2025-0351.0%51
2025-0452.0%50
2025-0550.0%50
2025-0652.0%50
2025-0751.0%49
2025-0844.9%49
2025-0946.9%49
2025-1046.0%50
2025-1146.9%49
2025-1246.9%49
2026-0142.9%49
2026-0242.9%49
2026-0342.9%49
2026-0442.9%49
2026-0542.9%49
2026-0639.6%48

filters applied 1 · p 0.133 · adjusted p 0.221

The 50% rate on 795 matching days was not distinguishable from the 53% base rate after adjustment (adjusted p = 0.22 across 5 filter combinations).

Full sessions 2010–present · ETL v1.2.0 · rates under 30 matching days are withheld